+72.8%
CHYM vs Q
+75.4%
-2.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.7% | -3.7% | -5.0% |
| 7D | -2.9% | +4.1% | -7.0% | -3.8% |
| 30D | +3.0% | -10.7% | +13.7% | +5.5% |
| 3M | +98.7% | -11.7% | +110.4% | +99.8% |
| 6M | +46.4% | +8.3% | +38.1% | +34.7% |
| YTD | +29.8% | +51.3% | -21.5% | +3.4% |
| All | +72.8% | +75.4% | -2.6% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded Q wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling